Doctoral Dissertations

Abstract

"This study presents an application of operations research techniques to the development of stock price generation and simulation models to aid in the understanding of price movement. Relationships between stock price and volume and stock price and market averages which follow descernible trends and patterns are discovered. Technical trading rules are developed based on these relationships which empirically have shed doubt on the random walk hypothesis of price movement. This in turn gives evidences that technical analysis can be an aid to price forecasting"--Abstract, page ii.

Advisor(s)

Ho, C. Y. (Chung You), 1933-1988

Committee Member(s)

Bain, Lee J., 1939-
Pagano, Sylvester J., 1924-2006
Gillett, Billy E.
Carlile, Robert E.

Department(s)

Mathematics and Statistics

Degree Name

Ph. D. in Mathematics

Publisher

University of Missouri--Rolla

Publication Date

1972

Pagination

viii, 108 pages

Note about bibliography

Includes bibliographical references (pages 97-99)

Rights

© 1972 Donald Leroy Gaitros, All rights reserved.

Document Type

Dissertation - Open Access

File Type

text

Language

English

Subject Headings

Stock price forecastingStocks -- United StatesRandom walks (Mathematics)

Thesis Number

T 2769

Print OCLC #

6034306

Electronic OCLC #

893628900

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Included in

Mathematics Commons

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